Forecasting Inflation in Sudan /

This paper forecasts inflation in Sudan following two methodologies: the Autoregressive Moving Average (ARMA) model and by looking at the leading indicators of inflation. The estimated ARMA model remarkably tracks the actual inflation during the sample period. The Granger causality test suggests tha...

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Autore principale: Moriyama, Kenji
Altri autori: Naseer, Abdul
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2009.
Serie:IMF Working Papers; Working Paper ; No. 2009/132
Accesso online:Full text available on IMF
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300 |a 1 online resource (25 pages) 
490 1 |a IMF Working Papers 
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520 3 |a This paper forecasts inflation in Sudan following two methodologies: the Autoregressive Moving Average (ARMA) model and by looking at the leading indicators of inflation. The estimated ARMA model remarkably tracks the actual inflation during the sample period. The Granger causality test suggests that private sector credit and world wheat prices are the leading indicators explaining inflation in Sudan. Inflation forecasts based on both approaches suggest that inflationary pressures for 2009 and 2010 will be modest and that inflation will remain in single-digits, assuming that prudent macroeconomic policies are maintained. 
538 |a Mode of access: Internet 
700 1 |a Naseer, Abdul. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2009/132 
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